+77.5%
O vs IR
+332.9%
-255.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +9.4% | +7.6% | +1.8% | +7.3% |
| 3M | -2.4% | +0.1% | -2.5% | -2.7% |
| 6M | -1.9% | +14.0% | -15.8% | -5.6% |
| YTD | +10.5% | +7.5% | +3.0% | +7.0% |
| 1Y | +10.0% | +10.1% | -0.2% | +5.8% |
| 3Y | +40.5% | +24.9% | +15.6% | +26.0% |
| 5Y | +10.2% | +46.9% | -36.6% | -7.6% |
| All | +77.5% | +332.9% | -255.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling